CME Australian Dollar Future March 2014


Trading Metrics calculated at close of trading on 04-Oct-2013
Day Change Summary
Previous Current
03-Oct-2013 04-Oct-2013 Change Change % Previous Week
Open 0.9290 0.9308 0.0018 0.2% 0.9195
High 0.9309 0.9357 0.0048 0.5% 0.9357
Low 0.9280 0.9308 0.0028 0.3% 0.9187
Close 0.9303 0.9333 0.0030 0.3% 0.9333
Range 0.0029 0.0049 0.0020 69.0% 0.0170
ATR 0.0068 0.0067 -0.0001 -1.4% 0.0000
Volume 50 159 109 218.0% 450
Daily Pivots for day following 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9480 0.9455 0.9360
R3 0.9431 0.9406 0.9346
R2 0.9382 0.9382 0.9342
R1 0.9357 0.9357 0.9337 0.9370
PP 0.9333 0.9333 0.9333 0.9339
S1 0.9308 0.9308 0.9329 0.9321
S2 0.9284 0.9284 0.9324
S3 0.9235 0.9259 0.9320
S4 0.9186 0.9210 0.9306
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 0.9802 0.9738 0.9427
R3 0.9632 0.9568 0.9380
R2 0.9462 0.9462 0.9364
R1 0.9398 0.9398 0.9349 0.9430
PP 0.9292 0.9292 0.9292 0.9309
S1 0.9228 0.9228 0.9317 0.9260
S2 0.9122 0.9122 0.9302
S3 0.8952 0.9058 0.9286
S4 0.8782 0.8888 0.9240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9357 0.9187 0.0170 1.8% 0.0064 0.7% 86% True False 90
10 0.9357 0.9187 0.0170 1.8% 0.0054 0.6% 86% True False 58
20 0.9416 0.9103 0.0313 3.4% 0.0062 0.7% 73% False False 50
40 0.9416 0.8791 0.0625 6.7% 0.0048 0.5% 87% False False 30
60 0.9416 0.8765 0.0651 7.0% 0.0041 0.4% 87% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9565
2.618 0.9485
1.618 0.9436
1.000 0.9406
0.618 0.9387
HIGH 0.9357
0.618 0.9338
0.500 0.9333
0.382 0.9327
LOW 0.9308
0.618 0.9278
1.000 0.9259
1.618 0.9229
2.618 0.9180
4.250 0.9100
Fisher Pivots for day following 04-Oct-2013
Pivot 1 day 3 day
R1 0.9333 0.9322
PP 0.9333 0.9311
S1 0.9333 0.9300

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These figures are updated between 7pm and 10pm EST after a trading day.

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